Effects of insider trading on market efficiency and volatility in Bursa Malaysia

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Effects of insider trading on market efficiency and volatility in Bursa Malaysia

The general objective of this study is to investigate evidence for strong-form informational efficiency of Bursa Malaysia. It provides evidence for whether outside investors can use information about insider transactions to earn abnormal profits. Additionally, the study attempts to establish evidenc...

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Bibliographic Details
Main Author:	Lye, Wing Fah
Format:	Thesis
Language:	English
Published:	2011
Subjects:	Insider trading in securities - Malaysia Efficient market theory Stock exchanges - Malaysia
Online Access:	http://psasir.upm.edu.my/id/eprint/39662/ http://psasir.upm.edu.my/id/eprint/39662/1/FEP%202011%2023R.pdf

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